NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 02-Oct-2014
Day Change Summary
Previous Current
01-Oct-2014 02-Oct-2014 Change Change % Previous Week
Open 90.54 89.81 -0.73 -0.8% 91.08
High 91.95 90.31 -1.64 -1.8% 92.90
Low 89.47 87.22 -2.25 -2.5% 89.87
Close 89.74 89.88 0.14 0.2% 92.62
Range 2.48 3.09 0.61 24.6% 3.03
ATR 1.81 1.90 0.09 5.0% 0.00
Volume 168,573 149,530 -19,043 -11.3% 463,637
Daily Pivots for day following 02-Oct-2014
Classic Woodie Camarilla DeMark
R4 98.41 97.23 91.58
R3 95.32 94.14 90.73
R2 92.23 92.23 90.45
R1 91.05 91.05 90.16 91.64
PP 89.14 89.14 89.14 89.43
S1 87.96 87.96 89.60 88.55
S2 86.05 86.05 89.31
S3 82.96 84.87 89.03
S4 79.87 81.78 88.18
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 100.89 99.78 94.29
R3 97.86 96.75 93.45
R2 94.83 94.83 93.18
R1 93.72 93.72 92.90 94.28
PP 91.80 91.80 91.80 92.07
S1 90.69 90.69 92.34 91.25
S2 88.77 88.77 92.06
S3 85.74 87.66 91.79
S4 82.71 84.63 90.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.82 87.22 6.60 7.3% 2.51 2.8% 40% False True 127,462
10 93.82 87.22 6.60 7.3% 2.00 2.2% 40% False True 107,602
20 93.82 87.22 6.60 7.3% 1.93 2.1% 40% False True 97,888
40 96.98 87.22 9.76 10.9% 1.66 1.8% 27% False True 80,567
60 100.35 87.22 13.13 14.6% 1.54 1.7% 20% False True 76,394
80 103.66 87.22 16.44 18.3% 1.42 1.6% 16% False True 72,002
100 103.66 87.22 16.44 18.3% 1.32 1.5% 16% False True 66,109
120 103.66 87.22 16.44 18.3% 1.26 1.4% 16% False True 61,848
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.44
2.618 98.40
1.618 95.31
1.000 93.40
0.618 92.22
HIGH 90.31
0.618 89.13
0.500 88.77
0.382 88.40
LOW 87.22
0.618 85.31
1.000 84.13
1.618 82.22
2.618 79.13
4.250 74.09
Fisher Pivots for day following 02-Oct-2014
Pivot 1 day 3 day
R1 89.51 90.52
PP 89.14 90.31
S1 88.77 90.09

These figures are updated between 7pm and 10pm EST after a trading day.

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